+1,747.1%
NXPI vs CF
+1,021.5%
+725.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.3% |
| 7D | +1.9% | +6.0% | -4.1% | 0.0% |
| 30D | -1.4% | +14.8% | -16.3% | -6.0% |
| 3M | -29.1% | +14.1% | -43.1% | -32.5% |
| 6M | +6.2% | +28.5% | -22.3% | -5.4% |
| YTD | +5.9% | +74.9% | -69.1% | -15.5% |
| 1Y | +2.9% | +61.7% | -58.8% | -16.0% |
| 3Y | +14.5% | +80.3% | -65.8% | -12.8% |
| 5Y | +17.1% | +226.0% | -208.9% | -34.0% |
| 10Y | +193.4% | +569.9% | -376.5% | +16.2% |
| All | +1,747.1% | +1,021.5% | +725.6% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling